Direct Acceleration of SAGA using Sampled Negative Momentum
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Abstract (arXiv)
Variance reduction is a simple and effective technique that accelerates convex (or non-convex) stochastic optimization. Among existing variance reduction methods, SVRG and SAGA adopt unbiased gradient estimators and are the most popular variance reduction methods in recent years. Although various accelerated variants of SVRG (e.g., Katyusha and Acc-Prox-SVRG) have been proposed, the direct acceleration of SAGA still remains unknown. In this paper, we propose a directly accelerated variant of SAGA using a novel Sampled Negative Momentum (SSNM), which achieves the best known oracle complexity for strongly convex problems (with known strong convexity parameter). Consequently, our work fills the void of directly accelerated SAGA.
Key facts. Cited by 9 papers in the map (data through 14 Oct 2026). First posted on arXiv 28 Jun 2018.
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Citing papers per year: 2021: 3; 2022: 3; 2023: 2; 2024: 0; 2025: 0; 2026: 1.
9 papers.
- 2023Breaking the Lower Bound with (Little) Structure: Acceleration in Non-Convex Stochastic Optimization with Heavy-Tailed Noisecited by 27
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methodscited by 15
- 2022On the fast convergence of minibatch heavy ball momentumcited by 13
- 2021FedChain: Chained Algorithms for Near-Optimal Communication Cost in Federated Learningcited by 11
- 2023Near-Optimal Non-Convex Stochastic Optimization under Generalized Smoothnesscited by 7
- 2021Practical Schemes for Finding Near-Stationary Points of Convex Finite-Sumscited by 4
- 2021Accelerating Perturbed Stochastic Iterates in Asynchronous Lock-Free Optimizationcited by 0
- 2022An Adaptive Incremental Gradient Method With Support for Non-Euclidean Normscited by 0
- 2026Adaptive Bregman Proximal Stochastic Gradient with a Stabilized Barzilai--Borwein Step Sizecited by 0
- 2026Adaptive Bregman Proximal Stochastic Gradient with a Stabilized Barzilai--Borwein Step Size12 Aug 2026
- 2023Breaking the Lower Bound with (Little) Structure: Acceleration in Non-Convex Stochastic Optimization with Heavy-Tailed Noise14 Feb 2023
- 2023Near-Optimal Non-Convex Stochastic Optimization under Generalized Smoothness13 Feb 2023
- 2022On the fast convergence of minibatch heavy ball momentum15 Jun 2022
- 2022An Adaptive Incremental Gradient Method With Support for Non-Euclidean Norms28 Apr 2022
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methods9 Feb 2022
- 2021Accelerating Perturbed Stochastic Iterates in Asynchronous Lock-Free Optimization30 Sep 2021
- 2021FedChain: Chained Algorithms for Near-Optimal Communication Cost in Federated Learning16 Aug 2021
- 2021Practical Schemes for Finding Near-Stationary Points of Convex Finite-Sums25 May 2021